From 228f06a76caab691267129b44d91bf76c59f77ca Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 28 Feb 2025 14:37:04 +0100 Subject: [PATCH] perf(qav3): align IQR for long/short signal MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- .../user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py | 2 +- .../user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 8eaa69d..d016e04 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -507,7 +507,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel): fit_live_predictions_candles / (label_period_candles * 2) ) min_pred = pred_df_sorted.iloc[-label_period_frequency:].quantile( - self.freqai_info.get("min_quantile", 0.25) + self.freqai_info.get("min_quantile", 0.75) ) max_pred = pred_df_sorted.iloc[:label_period_frequency].quantile( self.freqai_info.get("max_quantile", 0.75) diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 4bfaaf2..b0df554 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -508,7 +508,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel): fit_live_predictions_candles / (label_period_candles * 2) ) min_pred = pred_df_sorted.iloc[-label_period_frequency:].quantile( - self.freqai_info.get("min_quantile", 0.25) + self.freqai_info.get("min_quantile", 0.75) ) max_pred = pred_df_sorted.iloc[:label_period_frequency].quantile( self.freqai_info.get("max_quantile", 0.75) -- 2.43.0